Jerome Detemple

Identifiers

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Papers (2)

1. American Options with Discontinuous Two-Level Caps q-fin.PR · 2017 · author #1
2. On American VIX options under the generalized 3/2 and 1/2 models q-fin.PR · 2016 · author #1

Mentions

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Frequent Coauthors

• Yerkin Kitapbayev 2 shared papers